+22.9%
IWM vs NCLH
-42.6%
+65.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -2.5% | -6.5% | +4.0% | -1.4% |
| 30D | -4.4% | -22.1% | +17.7% | -0.3% |
| 3M | +2.2% | -18.7% | +20.9% | +5.2% |
| 6M | +14.0% | -28.4% | +42.4% | +19.0% |
| YTD | +17.4% | -34.7% | +52.1% | +23.0% |
| 1Y | +22.9% | -42.7% | +65.7% | +32.3% |
| All | +22.9% | -42.6% | +65.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling